An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145): Difference between revisions

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Latest revision as of 22:00, 25 July 2024

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An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion
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    An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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    3 June 2021
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    backward stochastic differential equations
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    \(G\)-Brownian motion
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    numerical schemes
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    fully nonlinear PDEs
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